+40.6%
NVDL vs LNG
+23.0%
+17.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.8% |
| 7D | +11.7% | +3.4% | +8.2% | +13.4% |
| 30D | +7.8% | +14.9% | -7.0% | +15.1% |
| 3M | +3.3% | +21.4% | -18.1% | +14.6% |
| 6M | +38.9% | +17.8% | +21.1% | +46.1% |
| YTD | +28.5% | +51.3% | -22.8% | +36.4% |
| 1Y | +40.6% | +24.4% | +16.2% | +33.7% |
| All | +40.6% | +23.0% | +17.6% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling